Title of article :
The fractal nature of thefunctional law of logarithm of fractional brownian motions
Author/Authors :
Wang، نويسنده , , Wensheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
We give a hitting criterion for the set of points where exceptional oscillations of a fractional Brownian motion occur infinitely often, which is a generalization of the related results for Brownian motions.
Keywords :
Stationary increment , Fractional Brownian motion , Fractal nature
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling